Analysis run in : 2024-04-27 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | 44,399 | -9,840 | 2.045324 | 2.060748 |
| 1 | equities | 1170E1 | VIX FUTURES | -18,000 | 4,474 | 2.195026 | 2.019809 |
| 2 | equities | 239742 | RUSSELL E-MINI | -35,300 | 2,419 | -1.597538 | -0.331592 |
| 3 | equities | 12460+ | DJIA Consolidated | 6,853 | -7,189 | -2.536981 | 0.086289 |
| 4 | equities | 209742 | NASDAQ MINI | 6,825 | -2,937 | -0.602721 | -0.705556 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -1,384 | -528 | 1.234133 | 1.341582 |
| 6 | rates | 043602 | UST 10Y NOTE | -526,010 | -4,713 | 1.107252 | 1.478715 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,107,792 | 103,480 | 2.033562 | 1.714637 |
| 8 | rates | 042601 | UST 2Y NOTE | -983,452 | -32,115 | 0.461083 | 1.081767 |
| 9 | rates | 020601 | UST BOND | -21,631 | -4,005 | 1.009897 | 1.618077 |
| 10 | rates | 045601 | FED FUNDS | 59,264 | 536 | 1.918901 | 2.509383 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | -239 | 717 | -0.597552 | -0.822532 |
| 13 | currencies | 097741 | JAPANESE YEN | -180,473 | -13,165 | -1.778498 | -2.224228 |
| 14 | currencies | 099741 | EURO FX | -13,389 | -18,379 | -1.933561 | -2.151248 |
| 15 | currencies | 096742 | BRITISH POUND | -31,373 | -33,566 | -2.625487 | -1.669597 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -97,236 | 5,762 | -0.641804 | -1.136834 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -79,240 | 6,145 | -1.611008 | -1.496107 |
| 18 | currencies | 095741 | MEXICAN PESO | 123,381 | -4,088 | 0.668070 | 1.149496 |
| 19 | currencies | 112741 | NZ DOLLAR | -12,047 | -321 | -1.376178 | -0.730276 |
| 20 | currencies | 092741 | SWISS FRANC | -43,896 | -6,629 | -2.063019 | -2.739393 |
| 21 | commodities | 133741 | BITCOIN | -138 | 400 | 1.484064 | 1.929823 |
| 22 | commodities | 06765T | BRENT LAST DAY | -22,293 | 1,221 | -0.403069 | 0.139560 |
| 23 | commodities | 088691 | GOLD | 228,900 | -2,684 | 0.896294 | 1.165438 |
| 24 | commodities | 085692 | COPPER- #1 | 55,237 | 8,315 | 1.606484 | 2.329128 |
| 25 | commodities | 023651 | NAT GAS NYME | -133,842 | 2,547 | -0.535362 | -0.958347 |
| 26 | commodities | 111659 | GASOLINE RBOB | 72,603 | -5,003 | 0.286587 | 0.554529 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 7,916 | 3,794 | -1.192539 | -1.578421 |
| 28 | commodities | 084691 | SILVER | 56,260 | 4,379 | 1.224055 | 1.830175 |
| 29 | commodities | 076651 | PLATINUM | 8,233 | -12,615 | -0.069684 | -0.255870 |
| 30 | commodities | 002602 | CORN | -188,232 | 42,232 | 1.467195 | 0.015656 |
| 31 | commodities | 005602 | SOYBEANS | -159,759 | 19,770 | -0.124230 | -0.899448 |
| 32 | commodities | 001602 | WHEAT-SRW | -51,210 | 16,891 | -0.054555 | 0.294345 |
| 33 | commodities | 001612 | WHEAT-HRW | -37,970 | 4,868 | -0.972143 | -1.263600 |
| 34 | commodities | 057642 | LIVE CATTLE | 65,316 | 3,725 | -0.449768 | 0.137122 |
| 35 | commodities | 054642 | LEAN HOGS | 104,953 | 3,825 | 1.164811 | 1.626835 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 20,955 | -20,235 | -2.237292 | -1.214244 |
| 37 | commodities | 033661 | COTTON NO. 2 | 29,125 | -23,451 | -1.850191 | -0.464485 |
| 38 | commodities | 083731 | COFFEE C | 73,859 | -3,073 | 1.595648 | 1.649792 |
| 39 | commodities | 073732 | COCOA | 20,248 | -1,521 | -1.060623 | -1.630250 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 2,036 | 313 | 1.050807 | 0.204788 |
Plotting plotly¶
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